Paeonia anomala is the widest-ranging species geographically, and probably the hardiest. It's natural range is through the Ural mountains of Russia from the Arctic Circle into Mongolia and northern China and into other parts of Siberia and it has naturalized in Finland. It grows in forest clearings and scrub. It is very closely related to P veitchii, and indeed some botanists consider veitchii to be a subspecies of P anomala. The main differences to the gardener are that anomala has only one flower per stem (usually), the flowers have more of a satiny texture, and veitchii is more nodding (ie flowers facing horizontalish rather than more skywards). Also anomala is probably more cold-hardy, depending on where in its range it originated.
I haven't seen the same sort of flower colour variability in my anomala as in my veitchii, but it is there. Foliage also varies widely in the narrowness of the leaf segment, sometimes being almost as narrow as on P tenuifolia although again I haven't seen this in my plants to date.
This year its first bloom was on 21 May here, but its bloom date relative to any other peonies is widely variable here depending on the winter. The colder and drier (snow rather than rain) the winter, the earlier it will emerge and flower; likewise after wet and or warmer winters it is reluctant to get growing. It also has the habit here of pushing its crown and new growth buds out above the soil line, seeking just a bit more frost please.
I find that this plant does quite nicely in my woodland bed and in the partial shade. It grows well enough in the open field but stays shorter than in the shadier spots. With its attractive foliage it makes a nice textural foil amongst Hostas, as one example.